+167.7%
PHM vs RRC
+135.4%
+32.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +16.5% | +25.2% | -8.7% | +12.8% |
| 3M | -2.0% | +27.8% | -29.8% | -5.4% |
| 6M | +12.7% | +27.2% | -14.6% | +8.5% |
| YTD | +11.2% | +48.2% | -37.0% | +4.2% |
| 1Y | +7.7% | +34.7% | -27.0% | +2.4% |
| 3Y | +60.9% | +62.2% | -1.3% | +45.6% |
| 5Y | +167.7% | +130.9% | +36.8% | +125.9% |
| All | +167.7% | +135.4% | +32.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling